𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Separable approximations of space-time covariance matrices

✍ Scribed by Marc G. Genton


Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
264 KB
Volume
18
Category
Article
ISSN
1180-4009

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A general class of nonseparable space–ti
✍ ThaΓ­s C. O. Fonseca; Mark F. J. Steel πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 633 KB

The aim of this work is to construct nonseparable, stationary covariance functions for processes that vary continuously in space and time. Stochastic modelling of phenomena over space and time is important in many areas of application. But choice of an appropriate model can be difficult as we need t

Estimation of noise covariance matrices
✍ Pierre R. BΓ©langer πŸ“‚ Article πŸ“… 1974 πŸ› Elsevier Science 🌐 English βš– 555 KB

An algorithm is given to estimate the noise eovariance matrices for a linear, discrete, time-varying stochastic system. If these matrices are linear with respect to a set of aparameters, it is found that the correlation products of the innovations sequence is also linear in these parameters. The fac